-34.7%
ROL vs PPG
+38.5%
-73.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.0% | -2.2% | +1.9% |
| 7D | +14.6% | +7.5% | +7.1% | +13.0% |
| 30D | +29.3% | +20.9% | +8.4% | +25.1% |
| 3M | +2.0% | +8.7% | -6.7% | +0.1% |
| 6M | -28.5% | +23.8% | -52.4% | -31.0% |
| YTD | -35.3% | +26.5% | -61.9% | -40.0% |
| 1Y | -34.7% | +37.6% | -72.3% | -40.8% |
| All | -34.7% | +38.5% | -73.1% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling